+744.0%
PHM vs ALLY
+201.0%
+543.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.1% |
| 7D | +3.5% | -0.2% | +3.7% | +3.7% |
| 30D | +21.2% | +3.4% | +17.7% | +19.5% |
| 3M | +2.5% | -11.1% | +13.5% | +8.2% |
| 6M | +16.1% | -11.5% | +27.6% | +22.7% |
| YTD | +16.6% | -12.3% | +29.0% | +23.1% |
| 1Y | +14.4% | +1.1% | +13.3% | +13.0% |
| 3Y | +71.9% | +64.8% | +7.1% | +29.7% |
| 5Y | +174.3% | -6.9% | +181.2% | +160.3% |
| 10Y | +744.0% | +194.9% | +549.1% | +301.1% |
| All | +744.0% | +201.0% | +543.0% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling